BNP Paribas Call 300 AXP 20.12.2024
/ DE000PG8NR06
BNP Paribas Call 300 AXP 20.12.20.../ DE000PG8NR06 /
| 11/14/2024 9:50:42 PM |
Chg.0.000 |
Bid9:56:13 PM |
Ask9:56:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
0.00% |
0.430
Bid Size: 10,000 |
0.440
Ask Size: 10,000 |
American Express Com... |
300.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PG8NR0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/26/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-1.17 |
| Time value: |
0.45 |
| Break-even: |
288.43 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.33 |
| Theta: |
-0.12 |
| Omega: |
19.83 |
| Rho: |
0.08 |
Quote data
| Open: |
0.400 |
| High: |
0.490 |
| Low: |
0.400 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
-21.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.430 |
| 1M High / 1M Low: |
0.850 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
809.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
